PREVIEW / futures_30min / 2015-08-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-21.parquet
  size:    73 KB
  rows:    2,419

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2015-08-21 00:00:00	ES	Futures	2148.36	2148.62	2144.9	2145.69	3704.0
2015-08-21 00:30:00	ES	Futures	2145.69	2147.29	2145.16	2145.96	3737.0
2015-08-21 01:00:00	ES	Futures	2145.96	2147.82	2145.43	2145.43	5645.0
2015-08-21 01:30:00	ES	Futures	2145.43	2146.49	2142.77	2146.23	12484.0
2015-08-21 02:00:00	ES	Futures	2145.96	2149.42	2145.43	2148.36	17042.0
2015-08-21 02:30:00	ES	Futures	2148.09	2150.22	2148.09	2149.42	9355.0
2015-08-21 03:00:00	ES	Futures	2149.16	2155.55	2149.16	2154.75	35611.0
2015-08-21 03:30:00	ES	Futures	2154.75	2158.74	2151.55	2154.75	33495.0
2015-08-21 04:00:00	ES	Futures	2154.75	2157.68	2153.95	2156.88	22803.0
2015-08-21 04:30:00	ES	Futures	2157.14	2158.21	2153.95	2157.68	17396.0
2015-08-21 05:00:00	ES	Futures	2157.68	2160.6	2157.14	2159.27	22253.0
2015-08-21 05:30:00	ES	Futures	2159.27	2160.6	2153.68	2155.01	22128.0
2015-08-21 06:00:00	ES	Futures	2155.01	2156.61	2151.29	2151.29	18161.0
2015-08-21 06:30:00	ES	Futures	2151.55	2153.95	2149.69	2152.35	33601.0
2015-08-21 07:00:00	ES	Futures	2152.35	2154.75	2148.89	2152.08	29130.0
2015-08-21 07:30:00	ES	Futures	2152.08	2155.55	2150.22	2151.55	21889.0
2015-08-21 08:00:00	ES	Futures	2151.55	2152.35	2146.49	2149.95	33441.0
2015-08-21 08:30:00	ES	Futures	2149.95	2152.35	2148.89	2150.49	32049.0
2015-08-21 09:00:00	ES	Futures	2150.49	2151.55	2139.84	2141.43	115860.0
2015-08-21 09:30:00	ES	Futures	2141.43	2148.36	2137.97	2146.23	400943.0
2015-08-21 10:00:00	ES	Futures	2146.23	2153.68	2142.5	2143.03	279799.0
2015-08-21 10:30:00	ES	Futures	2143.03	2144.9	2132.38	2134.78	283890.0
2015-08-21 11:00:00	ES	Futures	2134.78	2135.58	2122.0	2126.53	305663.0
2015-08-21 11:30:00	ES	Futures	2126.53	2131.05	2118.8	2129.45	294754.0
2015-08-21 12:00:00	ES	Futures	2129.45	2136.91	2126.26	2127.59	198865.0
2015-08-21 12:30:00	ES	Futures	2127.32	2130.52	2117.74	2118.27	156168.0
2015-08-21 13:00:00	ES	Futures	2118.27	2125.99	2115.34	2125.99	178984.0
2015-08-21 13:30:00	ES	Futures	2125.99	2129.99	2121.2	2129.72	190462.0
2015-08-21 14:00:00	ES	Futures	2129.72	2132.38	2123.06	2125.19	170172.0
2015-08-21 14:30:00	ES	Futures	2125.19	2127.32	2110.28	2113.48	181015.0
2015-08-21 15:00:00	ES	Futures	2113.21	2115.61	2099.9	2106.29	247822.0
2015-08-21 15:30:00	ES	Futures	2106.29	2109.49	2095.91	2095.91	414487.0
2015-08-21 16:00:00	ES	Futures	2096.17	2104.69	2095.91	2098.3	196859.0
2015-08-21 16:30:00	ES	Futures	2099.1	2100.7	2096.71	2097.24	21229.0
2015-08-21 17:00:00	ES	Futures	2096.97	2097.5	2095.11	2096.17	7932.0
2015-08-21 00:00:00	NQ	Futures	5139.34	5139.34	5129.28	5130.76	824.0
2015-08-21 00:30:00	NQ	Futures	5131.35	5136.68	5129.88	5131.95	580.0
2015-08-21 01:00:00	NQ	Futures	5132.54	5136.68	5130.76	5131.35	800.0
2015-08-21 01:30:00	NQ	Futures	5131.35	5134.02	5123.96	5132.24	1154.0
2015-08-21 02:00:00	NQ	Futures	5132.54	5141.71	5131.65	5138.45	2002.0
2015-08-21 02:30:00	NQ	Futures	5139.64	5144.96	5139.34	5142.59	966.0
2015-08-21 03:00:00	NQ	Futures	5143.48	5156.2	5142.0	5154.43	4909.0
2015-08-21 03:30:00	NQ	Futures	5154.72	5162.71	5145.85	5157.38	3869.0
2015-08-21 04:00:00	NQ	Futures	5157.38	5161.82	5152.36	5157.68	2586.0
2015-08-21 04:30:00	NQ	Futures	5158.27	5159.16	5147.03	5155.31	2262.0
2015-08-21 05:00:00	NQ	Futures	5155.91	5163.6	5155.31	5158.86	3079.0
2015-08-21 05:30:00	NQ	Futures	5158.86	5161.82	5147.03	5150.58	3212.0
2015-08-21 06:00:00	NQ	Futures	5149.69	5154.43	5139.05	5140.23	2618.0
2015-08-21 06:30:00	NQ	Futures	5140.52	5147.03	5136.68	5144.07	4018.0
2015-08-21 07:00:00	NQ	Futures	5143.78	5149.1	5135.2	5142.59	3690.0

> showing 50 of 2,419 rows — these rows as CSV

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